+90.5%
COR vs CFG
+189.1%
-98.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +2.8% | +1.5% | +1.2% | +2.8% |
| 30D | +4.5% | -3.8% | +8.4% | +4.4% |
| 3M | +22.7% | +11.5% | +11.2% | +23.0% |
| 6M | -9.7% | +19.2% | -28.9% | -9.3% |
| YTD | -1.4% | +23.7% | -25.1% | -0.8% |
| 1Y | +13.9% | +38.8% | -24.9% | +15.1% |
| All | +90.5% | +189.1% | -98.6% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling